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Paris December 2018 Finance Meeting EUROFIDAI - ESSEC (Archive)

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Viewing: 1 - 50 of 63 papers

1.

Ease-of-Processing Heuristics and Asset Prices: Evidence From Exchange-Traded Repo Market in China

Number of pages: 46 Posted: 01 Mar 2019 Last Revised: 12 Jun 2019
Working Paper Series
China Life Asset Management Company Ltd., Florida State University, College of Business, Department of Finance, Florida State University, Purdue University and Southwestern University of Finance and Economics (SWUFE)
Downloads 34
2.

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 07 Jun 2018
Working Paper Series
CEU and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 30
3.

Efficient Bubbles?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 06 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Princeton University - Department of Economics and University of Minnesota, Finance
Downloads 40
4.

System 1, System 2, and Speculative Trading

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 06 Jun 2018 Last Revised: 13 Feb 2019
Working Paper Series
HEC Montreal - Department of Finance and Neoma Business School
Downloads 25
5.

The Exchange Rate Disconnect and the Bank Lending Channel: Evidence from Switzerland

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 05 Jun 2018
Working Paper Series
Cornell University
Downloads 14
6.

Beta Risk in the Cross-Section of Equities

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 86 Posted: 05 Jun 2018
Working Paper Series
Concordia University, University of Toronto - Rotman School of Management, University of Toronto - Department of Economics and HEC Montreal

Multiple version iconThere are 2 versions of this paper

Downloads 43
7.

Special Repo Rates and the Cross-Section of Bond Prices

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 05 Jun 2018
Working Paper Series
Federal Reserve Bank of Chicago and University of Texas at Austin McCombs School of Business
Downloads 18
8.

Banks Defy Gravity

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Jun 2018 Last Revised: 28 Jun 2018
Working Paper Series
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 45
9.

The Informational Value of Consensus Prices: Evidence from the OTC Derivatives Market

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 05 Jun 2018
Working Paper Series
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Downloads 10
10.

Macro Risks and the Term Structure of Interest Rates

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67 Posted: 05 Jun 2018
Working Paper Series
Columbia Business School - Finance and Economics, U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets and Fordham University - Gabelli School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 27
11.

Performance-Based Turnover on Corporate Boards

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 05 Jun 2018
Working Paper Series
Arizona State University - Department of Finance, Drexel University and Indiana University - Kelley School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 39
12.

Trading Complex Risks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 05 Jun 2018
Working Paper Series
University of Melbourne - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 21
13.

Lending Technologies and Lending Relationships

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 05 Jun 2018
Working Paper Series
ESSEC Business School and BI Norwegian Business School
Downloads 11
14.

OTC Discount

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 04 Jun 2018
Working Paper Series
Reserve Bank of Australia, Deutsche Bundesbank, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 24
15.

What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 04 Jun 2018 Last Revised: 16 May 2019
Working Paper Series
University of Fribourg - Faculty of Economics and Social Science, HEC Paris - Finance Department and Ecole hôtelière de Lausanne
Downloads 65
16.

Electronic Trading in OTC Markets vs. Centralized Exchange

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 04 Jun 2018
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance, Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 20
17.

Variance Premium, Downside Risk, and Expected Stock Returns

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 04 Jun 2018
Working Paper Series
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 33
18.

Learning from Noise? Price and Liquidity Spillovers Around Mutual Fund Fire Sales

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77 Posted: 04 Jun 2018
Working Paper Series
HEC Paris and HEC Paris - Finance Department
Downloads 33
19.

Operating Leverage, Coordination Failures, and Systematic Risk

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 04 Jun 2018 Last Revised: 16 Jun 2019
Working Paper Series
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 15
20.

Noise from Other Industries: Overgeneralization and Analyst Beliefs

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 04 Jun 2018 Last Revised: 28 Mar 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus School of Economics (ESE), Students
Downloads 60
21.

Exogenous Shocks and Real Effects of Financial Constraints: Loan- and Firm-Level Evidence around Natural Disasters

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 06 May 2019
Working Paper Series
University of South Carolina - Department of Finance
22.

Friends at WSJ

Number of pages: 54 Posted: 04 Jun 2018 Last Revised: 18 Apr 2019
Working Paper Series
WHU - Otto Beisheim School of Management
Downloads 159
23.

Is Normal Backwardation Normal? Valuing Financial Futures with a Stochastic, Endogenous Index-Rate Covariance

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 04 Jun 2018
Working Paper Series
Université Paris I Panthéon-Sorbonne and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 13
24.

Fragmentation and the Price Discovery Dynamics: The Contributions of Multilateral Trading Facilities and Regulated Market

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 26 Jan 2019
Working Paper Series
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)
25.

High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 04 Jun 2018 Last Revised: 26 Jan 2019
Working Paper Series
European Commission Joint Research Center - JRC-Ispra, European Commision, Aarhus University - CREATES, University of Manchester - Manchester Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Verona - Department of Economics
Downloads 51
26.

Correcting Alpha Misattribution in Portfolio Sorts

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 04 Jun 2018 Last Revised: 10 Jan 2019
Working Paper Series
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 49
27.

International Capital Markets with Time-Varying Preferences

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 04 Jun 2018
Working Paper Series
University of Siena - Department of Economics and Statistics and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 9
28.

Short Selling and Excess Return Correlation

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38 Posted: 04 Jun 2018
Working Paper Series
University of Cambridge - Cambridge-INET Institute, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Vlerick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 56
29.

The Impact of Renegotiable Debt on Firms

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 75 Posted: 04 Jun 2018
Working Paper Series
University of St. Gallen - School of Finance and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 17
30.

Dynamic Adverse Selection and Liquidity

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 35 Posted: 04 Jun 2018 Last Revised: 24 Jan 2019
Working Paper Series
HEC Paris - Finance Department
Downloads 16
31.

Disastrous Defaults

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59 Posted: 01 Jun 2018 Last Revised: 01 Mar 2019
Working Paper Series
University of Toronto - Department of Economics, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 29
32.

A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 01 Jun 2018
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France, University of Paris 13 and Université Paris-Dauphine, PSL Research University
33.

Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59 Posted: 01 Jun 2018
Working Paper Series
Board of Governors of the Federal Reserve System, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 20
34.

Employment Protection and Share Repurchases: Evidence from Wrongful Discharge Laws

Number of pages: 65 Posted: 01 Jun 2018 Last Revised: 07 Apr 2019
Working Paper Series
Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School - Finance & Accounting Group and University of Massachusetts Lowell
Downloads 45
35.

Monetary Policy and Equity Valuation

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 31 May 2018 Last Revised: 17 Nov 2018
Working Paper Series
John Molson School of Business, Concordia University
Downloads 44
36.

Are Investors Aware of Ownership Connections?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 29 May 2018
Working Paper Series
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 80
37.

Labor Market Competitor Network and the Transmission of Shocks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 25 May 2018 Last Revised: 07 Nov 2018
Working Paper Series
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads 537
38.

Contagious Bank Runs and Dealer of Last Resort

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 24 May 2018 Last Revised: 05 Jun 2018
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads 56
39.

The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 07 May 2018 Last Revised: 02 Jun 2018
Working Paper Series
University of Washington - Michael G. Foster School of Business, University of Toronto - Rotman School of Management and Arizona State University
Downloads 315
40.

Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 30 Apr 2018
Working Paper Series
Banco de España, Banco de España, Banco de España and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 8
41.

Litigating Innovation: Evidence from Securities Class Action Lawsuits

European Corporate Governance Institute - Finance Working Paper No. 614/2019
Number of pages: 75 Posted: 22 Mar 2018 Last Revised: 11 Jul 2019
Accepted Paper Series
University of Chicago - Booth School of Business and University of Mannheim - Business School
Downloads 429
42.

Deposit Windfalls and Bank Reporting Quality: Evidence from Shale Booms

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 21 Mar 2018 Last Revised: 27 Jul 2018
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads 173
43.

Measuring Skewness Premia

HEC Paris Research Paper No. FIN-2018-1256, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 20 Mar 2018 Last Revised: 25 Jan 2019
Working Paper Series
HEC Paris - Finance Department
Downloads 300
44.

The Impact of Recency Effects on Stock Market Prices

31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76 Posted: 07 Mar 2018 Last Revised: 06 Apr 2019
Working Paper Series
University of Muenster - Finance Center
Downloads 427
45.

Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends

Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 14 Feb 2018 Last Revised: 17 Oct 2018
Working Paper Series
Ohio State University and Yale School of Management
Downloads 156
46.

Bitcoin: Learning and Predictability via Technical Analysis

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 19 Mar 2019
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,260
47.

The Contribution of Frictions to Expected Returns

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 93 Posted: 11 Feb 2018 Last Revised: 20 Jun 2019
Working Paper Series
Queen Mary, University of London, School of Economics and Finance and Queen Mary, University of London, School of Economics and Finance
Downloads 155
48.

Marketplace Lending: A New Banking Paradigm?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 04 Feb 2018 Last Revised: 24 Jan 2019
Working Paper Series
Harvard Business School - Finance Unit and University of Washington - Michael G. Foster School of Business
Downloads 292
49.

Global Portfolio Rebalancing and Exchange Rates

Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 31 Jan 2018 Last Revised: 05 Jun 2018
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Geneva - Geneva Finance Research Institute (GFRI) and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 204
50.

Is Liquidity Risk Priced in Partially Segmented Markets?

Swiss Finance Institute Research Paper No. 18-05, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2018-1254
Number of pages: 54 Posted: 18 Jan 2018 Last Revised: 04 Jun 2018
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and HEC Paris - Finance Department
Downloads 127